+145.1%
MS vs STZ
-33.3%
+178.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.4% | -1.9% | +3.3% | +1.8% |
| 30D | -0.3% | -1.9% | +1.6% | 0.0% |
| 3M | +0.3% | -6.2% | +6.5% | +1.3% |
| 6M | +31.3% | -14.0% | +45.3% | +35.3% |
| YTD | +24.7% | -5.1% | +29.8% | +23.6% |
| 1Y | +47.9% | -9.6% | +57.5% | +48.5% |
| 3Y | +178.3% | -47.2% | +225.6% | +231.9% |
| All | +145.1% | -33.3% | +178.3% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling